Empirische WirtschaftsforschungMichael Stollenwerk, M.Sc.
Doktorand
Tel. +49 6221 - 54 2930
E-Mail: michael.stollenwerk@awi.uni-heidelberg.de
Raum: 00.023
Sprechstunde: nach Vereinbarung
Research Interests
Realized Covariance Matrices, Financial Econometrics, Forecasting and Systemic Risk
Education
- since 2017 PhD student in Economics, Heidelberg University
- 03-06/2021 Research stay at HEC Lausanne at the invitation of Prof. Dr. Michael Rockinger
- 2017 - 2018 Graduate School of Economics (Guest Student), University of Mannheim
- 2013 - 2016 Master of Science in Economics, University of Cologne
- 2009 - 2013 Bachelor of Science in Business Administration, University of Cologne
Publications in Refereed Journals
- Gribisch, B., Stollenwerk, M. (2020). „Dynamic Principal Component CAW Models for High-Dimensional Realized Covariance Matrices.“ Quantitative Finance. DOI:
10.1080/14
Conferences and Summer Schools:
2022:
- 9th HKMetrics Workshop, Online, Ökonometrieworkshop.
2021:
- 15th International Conference on Computational and Financial Econometrics (CFE), London.
- 8th HKMetrics Workshop - Virtueller Ökonometrieworkshop in Heidelberg.
2019:
- QFFE Summer School, Marseille, Quantitative Finance and Financial Econometrics.
- QFFE Conference, Marseille, Quantitative Finance and Financial Econometrics.
- 6th HKMetrics Workshop, Mannheim, Ökonometrieworkshop.
2018:
- SoFiE Summer School 2018, Brussels, Big Data in Macroeconomics and Finance.
- QFFE Summer School, Marseille, Quantitative Finance and Financial Econometrics.
- QFFE Conference, Marseille, Quantitative Finance and Financial Econometrics.
- 4th HeiKaMEtrics Workshop, Karlsruhe, Ökonometrieworkshop.
2017:
- HeiKaMEtrics Conference, Heidelberg, Financial Econometrics.
- ScienceFore Summer School, Heidelberg, The Science of Forecasting.
Teaching
Tutorials
- Empirische Wirtschaftsforschung (Bachelor, summer 22)
- Advanced Macroeconomics (Master, winter 21/22)
- Advanced Econometrics (Master, winter 20/21)
- Advanced Econometrics (Master, winter 19/20)
- Wirtschafts- und Sozialstatistik (Bachelor, summer 19)
- Advanced Econometrics (Master, winter 18/19)
- Allgemeine Methodenlehre der Statistik (Bachelor, summer 18)
- Empirical Finance (Bachelor, winter 17/18)
- Financial Econometrics (Master, summer 17)
- Wahrscheinlichkeitsrechnung und schließende Statistik (Bachelor, winter 16/17)
